#pragma once
#include "PathIndependentOption.h"
#include "testing.h"
#include "BlackScholesModel.h"


class RectangleRulePricer {
public:
	int nSteps;
	double price(const PathIndependentOption& option,
		const BlackScholesModel& model);

	RectangleRulePricer() : nSteps(1000) {}
};

void testRectangleRulePricer();